-28.7%
RBA vs IBN
-6.3%
-22.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -1.4% |
| 7D | -1.1% | -2.2% | +1.1% | -0.5% |
| 30D | -13.2% | -2.3% | -10.9% | -12.7% |
| 3M | -21.4% | +15.9% | -37.2% | -23.7% |
| 6M | -20.9% | +5.6% | -26.5% | -22.6% |
| YTD | -19.9% | -0.1% | -19.8% | -21.4% |
| 1Y | -28.7% | -6.5% | -22.1% | -30.3% |
| All | -28.7% | -6.3% | -22.4% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IBN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling